Investor Presentaiton
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SEC1: Securitization exposures in the banking book
(1)
(2)
a
a
b
C
e
f
g
i
j
k
(in $ millions)
Traditional
Bank acts as Originator
Traditional
Synthetic
Bank acts as Sponsor (3)
Bank acts as Investor (4)
Sub-total
Traditional
Synthetic
Sub-total
Traditional
Synthetic
Sub-total
Q2 2023 Revised Basel III
Retail (total)
1
- of which
2
Residential Mortgage
(5)
3
Credit Card
4
Consumer Receivables
5
Auto Loans/Leases
Wholesale (total)
6
- of which
7
Trade Receivables
Diversified Asset-Backed
8
Securities
9
Auto Wholesale/Rentals
10
Other Wholesale
11
Re-Securitization
Q1 2023 Basel III
Retail (total)
1
of which
2
Residential Mortgage
(5)
3
Credit Card
4
Consumer Receivables
5
Auto Loans/Leases
Wholesale (total)
6
of which
7
Trade Receivables
Diversified Asset-Backed
8
Securities
9
Auto Wholesale/Rentals
10
Other Wholesale
11
Re-Securitization
9,494
9,494
1,666
1,666
1,020
1,020
224
224
730
730
2,844
2,844
122
122
5,406
5,406
814
814
590
590
7,627
7,627
328
328
4,007
4,007
590
1,543
1,543
280
280
590
2,077
2,077
48
48
10
154
2
156
14,394
14,394
3,176
3,176
2,550
2,550
452
452
1,825
1,825
2,684
2,684
142
142
154
2
156
8,708
8,708
1,209
1,209
732
732
9,063
9,063
330
330
4,940
4,940
732
1,596
1,596
283
283
732
2,527
2,527
47
47
Scotiabank
Supplementary Regulatory Capital Disclosure
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